On exit: for CG and SYMMLQ methods, the current estimate of the largest singular value
${\sigma}_{1}\left(\stackrel{-}{A}\right)$ of the preconditioned iteration matrix
$\stackrel{-}{A}={E}^{-1}A{E}^{-\mathrm{T}}$, when either it has been supplied to
nag_sparse_sym_basic_setup (f11gdc) or it has been estimated by
nag_sparse_sym_basic_solver (f11gec) (see also
Sections 3 and
5 in
nag_sparse_sym_basic_setup (f11gdc)). Note that if
${\mathbf{its}}<{\mathbf{itn}}$ then
sigmax contains the final estimate. If, on final exit from
nag_sparse_sym_basic_solver (f11gec),
${\mathbf{its}}={\mathbf{itn}}$, the estimation of
${\sigma}_{1}\left(\stackrel{-}{A}\right)$ may have not converged; in this case you should look at the value returned in
sigerr. Otherwise,
${\mathbf{sigmax}}=0.0$ is returned.
For MINRES method, an estimate of the final transformed residual.